+112.2%
SM vs VICR
+46.6%
+65.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +1.0% |
| 7D | -0.2% | +1.3% | -1.5% | -0.4% |
| 30D | +20.3% | -11.9% | +32.2% | +21.3% |
| 3M | +22.9% | -35.1% | +58.1% | +25.6% |
| 6M | +47.8% | +8.1% | +39.7% | +39.1% |
| YTD | +107.5% | +67.8% | +39.7% | +80.7% |
| 1Y | +51.7% | +267.3% | -215.6% | +15.5% |
| 3Y | -0.9% | +191.2% | -192.1% | -26.1% |
| 5Y | +112.2% | +48.1% | +64.2% | +80.1% |
| All | +112.2% | +46.6% | +65.6% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VICR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling